JNSMX vs. JNGTX
Compare and contrast key facts about Janus Henderson Global Allocation Fund - Moderate (JNSMX) and Janus Henderson Global Technology and Innovation Fund Class D (JNGTX).
JNSMX is managed by Janus Henderson. It was launched on Dec 29, 2005. JNGTX is managed by Janus Henderson. It was launched on Dec 31, 1998.
Performance
JNSMX vs. JNGTX - Performance Comparison
Loading graphics...
JNSMX vs. JNGTX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JNSMX Janus Henderson Global Allocation Fund - Moderate | -1.94% | 15.72% | 8.87% | 11.71% | -17.38% | 7.25% | 14.46% | 15.62% | -6.57% | 16.27% |
JNGTX Janus Henderson Global Technology and Innovation Fund Class D | -5.22% | 25.00% | 32.34% | 55.33% | -37.63% | 17.53% | 51.18% | 45.15% | 0.92% | 44.69% |
Returns By Period
In the year-to-date period, JNSMX achieves a -1.94% return, which is significantly higher than JNGTX's -5.22% return. Over the past 10 years, JNSMX has underperformed JNGTX with an annualized return of 6.03%, while JNGTX has yielded a comparatively higher 20.64% annualized return.
JNSMX
- 1D
- 1.94%
- 1M
- -4.16%
- YTD
- -1.94%
- 6M
- -0.20%
- 1Y
- 13.01%
- 3Y*
- 9.52%
- 5Y*
- 3.50%
- 10Y*
- 6.03%
JNGTX
- 1D
- 1.94%
- 1M
- -2.99%
- YTD
- -5.22%
- 6M
- -5.40%
- 1Y
- 29.27%
- 3Y*
- 25.79%
- 5Y*
- 11.21%
- 10Y*
- 20.64%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
JNSMX vs. JNGTX - Expense Ratio Comparison
JNSMX has a 0.25% expense ratio, which is lower than JNGTX's 0.79% expense ratio.
Return for Risk
JNSMX vs. JNGTX — Risk / Return Rank
JNSMX
JNGTX
JNSMX vs. JNGTX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Janus Henderson Global Allocation Fund - Moderate (JNSMX) and Janus Henderson Global Technology and Innovation Fund Class D (JNGTX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| JNSMX | JNGTX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.25 | 1.19 | +0.06 |
Sortino ratioReturn per unit of downside risk | 1.79 | 1.77 | +0.02 |
Omega ratioGain probability vs. loss probability | 1.26 | 1.24 | +0.02 |
Calmar ratioReturn relative to maximum drawdown | 1.69 | 2.00 | -0.31 |
Martin ratioReturn relative to average drawdown | 7.32 | 6.74 | +0.59 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| JNSMX | JNGTX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.25 | 1.19 | +0.06 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.34 | 0.43 | -0.09 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.60 | 0.85 | -0.25 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.47 | 0.44 | +0.03 |
Correlation
The correlation between JNSMX and JNGTX is 0.84, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
JNSMX vs. JNGTX - Dividend Comparison
JNSMX's dividend yield for the trailing twelve months is around 6.02%, less than JNGTX's 14.16% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JNSMX Janus Henderson Global Allocation Fund - Moderate | 6.02% | 5.90% | 4.28% | 1.53% | 2.96% | 13.36% | 4.49% | 5.72% | 4.86% | 7.24% | 1.87% | 9.16% |
JNGTX Janus Henderson Global Technology and Innovation Fund Class D | 14.16% | 13.42% | 11.65% | 0.77% | 0.00% | 15.86% | 8.99% | 8.55% | 6.61% | 7.47% | 4.83% | 7.75% |
Drawdowns
JNSMX vs. JNGTX - Drawdown Comparison
The maximum JNSMX drawdown since its inception was -39.85%, smaller than the maximum JNGTX drawdown of -84.79%. Use the drawdown chart below to compare losses from any high point for JNSMX and JNGTX.
Loading graphics...
Drawdown Indicators
| JNSMX | JNGTX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -39.85% | -84.79% | +44.94% |
Max Drawdown (1Y)Largest decline over 1 year | -7.85% | -15.93% | +8.08% |
Max Drawdown (5Y)Largest decline over 5 years | -25.15% | -46.46% | +21.31% |
Max Drawdown (10Y)Largest decline over 10 years | -25.15% | -46.46% | +21.31% |
Current DrawdownCurrent decline from peak | -5.19% | -10.85% | +5.66% |
Average DrawdownAverage peak-to-trough decline | -5.98% | -40.46% | +34.48% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.82% | 4.74% | -2.92% |
Volatility
JNSMX vs. JNGTX - Volatility Comparison
The current volatility for Janus Henderson Global Allocation Fund - Moderate (JNSMX) is 4.33%, while Janus Henderson Global Technology and Innovation Fund Class D (JNGTX) has a volatility of 8.21%. This indicates that JNSMX experiences smaller price fluctuations and is considered to be less risky than JNGTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| JNSMX | JNGTX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.33% | 8.21% | -3.88% |
Volatility (6M)Calculated over the trailing 6-month period | 6.59% | 16.39% | -9.80% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.64% | 25.56% | -14.92% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.37% | 26.27% | -15.90% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 10.11% | 24.40% | -14.29% |